-6.7%
ARES vs BROS
-38.0%
+31.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +0.8% | -20.4% | +21.2% | +5.0% |
| 30D | +16.7% | -6.1% | +22.8% | +17.2% |
| 3M | -2.6% | -29.4% | +26.7% | +4.0% |
| 6M | +13.0% | -31.5% | +44.5% | +16.3% |
| YTD | -11.7% | -42.8% | +31.1% | -4.6% |
| 1Y | -6.7% | -37.5% | +30.8% | -1.7% |
| All | -6.7% | -38.0% | +31.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling